github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
10,624 Commits 16 Branches 4,269 Tags
feature-python-dataframe-performance-2
Commit Graph

14 Commits

Author SHA1 Message Date
Martin Molinero 6ad123ad8c Update regression algorithms stats 
- Update regression algorithms stats after making SecurityCache ignore
  QuoteBars for equity for OHCL values and GetLastData(). They were
  affected since the `BenchmarkSecurity` used `.Price` which was QB for
  equities. Order list hashes changed because SubmissionLastPrice will
  now be TB instead of QB
 2020-04-08 19:31:42 -03:00
Martin Molinero 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data"" 
This reverts commit 8cd8d206ca.
 2020-04-06 10:32:59 -03:00
Martin Molinero 2a0b73e1cf Update regression algorithms 
- Update regression algorithms after removing order based insights
 2020-04-01 20:37:20 -03:00
Martin Molinero 486b2e6641 Update regression stats 
- Update expected OrderListHash in regression algorithms due to
serialization improvements
 2020-03-31 12:21:13 -03:00
Jack Simonson c6767780c2 Update regression test statistics 2020-03-26 18:29:29 -07:00
Jared 8cd8d206ca Revert "Adding Support for Equity L1 Quote Data" 2020-03-11 19:16:05 -07:00
Juan José D'Ambrosio 951e89314a Update Regression tests 2020-03-11 14:34:16 -03:00
D 3b25ea4240 Update test after adding the new sample data 2020-03-11 14:34:16 -03:00
Juan José D'Ambrosio b7a503a096 Update Regression algorithms 2020-03-11 14:34:13 -03:00
Martin Molinero 0027ab1e66 Regression test assert order list hash 
- Regression tests assert order list hash value
- Normalizing some regression test behavior that had differences between
C# and Py
 2020-02-19 20:26:12 -03:00
Gerardo Salazar 61aa0d3a65 Updates regression statistics 
Please note that with these changes, any algorithms that
use daily data exclusively will have incorrect statistics.
 2020-01-16 14:03:54 -08:00
Martin Molinero 2f4929e685 Update regression algorithms 2019-09-29 21:50:44 -03:00
Martin Molinero cb4c574eeb Adjust algorithms statistics 2019-08-06 21:35:25 -03:00
Martin Molinero 0af7ba14f5 Address reviews 
- `CashBook[NullCurrency] { get; }` will throw an exception
- Revert `Currencies.USD` changes in user facing algorithms
- Improve some documentation
- Revert some format changes
- Adding more asserts for regression test
- Adding new regression tests using a custom fee model which returns
`OrderFee.Zero`
- Adding a non-usd account currency test to the cash book tests
- Adding some unit tests for `NullCurrency` and `OrderFee.Zero`
 2018-12-14 12:38:55 -03:00